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@ARTICLE{Gorjo:872589,
author = {Gorjão, Leonardo and Meirinhos, Francisco},
title = {kramersmoyal: {K}ramers--{M}oyal coefficients for
stochastic processes},
journal = {The journal of open source software},
volume = {4},
number = {44},
issn = {2475-9066},
reportid = {FZJ-2020-00087},
pages = {1693 -},
year = {2019},
abstract = {kramersmoyal is a python library to extract the
Kramers--Moyal coefficients from timeseries of any dimension
and to any desired order. This package employs a
non-parametric Nadaraya--Watson estimator, i.e.,
kernel-density estimators, to retrieve the drift, diffusion,
and higher-order moments of stochastic timeseries of any
dimension.},
cin = {IEK-STE},
ddc = {004},
cid = {I:(DE-Juel1)IEK-STE-20101013},
pnm = {153 - Assessment of Energy Systems – Addressing Issues of
Energy Efficiency and Energy Security (POF3-153) / ES2050 -
Energie Sytem 2050 (ES2050) / VH-NG-1025 - Helmholtz Young
Investigators Group "Efficiency, Emergence and Economics of
future supply networks" $(VH-NG-1025_20112014)$},
pid = {G:(DE-HGF)POF3-153 / G:(DE-HGF)ES2050 /
$G:(HGF)VH-NG-1025_20112014$},
typ = {PUB:(DE-HGF)16},
doi = {10.21105/joss.01693},
url = {https://juser.fz-juelich.de/record/872589},
}